CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 1630-0 1641-2 11-2 0.7% 1690-6
High 1663-2 1660-0 -3-2 -0.2% 1691-4
Low 1629-6 1595-6 -34-0 -2.1% 1536-0
Close 1641-0 1629-0 -12-0 -0.7% 1601-6
Range 33-4 64-2 30-6 91.8% 155-4
ATR 47-4 48-6 1-2 2.5% 0-0
Volume 128,911 161,963 33,052 25.6% 849,514
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1821-0 1789-2 1664-3
R3 1756-6 1725-0 1646-5
R2 1692-4 1692-4 1640-6
R1 1660-6 1660-6 1634-7 1644-4
PP 1628-2 1628-2 1628-2 1620-1
S1 1596-4 1596-4 1623-1 1580-2
S2 1564-0 1564-0 1617-2
S3 1499-6 1532-2 1611-3
S4 1435-4 1468-0 1593-5
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 2076-2 1994-4 1687-2
R3 1920-6 1839-0 1644-4
R2 1765-2 1765-2 1630-2
R1 1683-4 1683-4 1616-0 1646-5
PP 1609-6 1609-6 1609-6 1591-2
S1 1528-0 1528-0 1587-4 1491-1
S2 1454-2 1454-2 1573-2
S3 1298-6 1372-4 1559-0
S4 1143-2 1217-0 1516-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1663-2 1550-6 112-4 6.9% 48-5 3.0% 70% False False 138,951
10 1691-4 1536-0 155-4 9.5% 58-7 3.6% 60% False False 160,825
20 1691-4 1493-0 198-4 12.2% 48-2 3.0% 69% False False 148,745
40 1691-4 1275-4 416-0 25.5% 39-2 2.4% 85% False False 122,872
60 1691-4 1244-6 446-6 27.4% 35-4 2.2% 86% False False 101,263
80 1691-4 1244-6 446-6 27.4% 32-0 2.0% 86% False False 87,845
100 1691-4 1244-6 446-6 27.4% 29-3 1.8% 86% False False 77,641
120 1691-4 1242-4 449-0 27.6% 26-6 1.6% 86% False False 68,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1933-0
2.618 1828-2
1.618 1764-0
1.000 1724-2
0.618 1699-6
HIGH 1660-0
0.618 1635-4
0.500 1627-7
0.382 1620-2
LOW 1595-6
0.618 1556-0
1.000 1531-4
1.618 1491-6
2.618 1427-4
4.250 1322-6
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 1628-5 1629-4
PP 1628-2 1629-3
S1 1627-7 1629-1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.